+137.0%
OKE vs CASY
+229.6%
-92.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.9% | +1.3% |
| 7D | +1.2% | -18.6% | +19.8% | +5.4% |
| 30D | +4.5% | -26.6% | +31.1% | +11.2% |
| 3M | +9.6% | -32.8% | +42.4% | +18.7% |
| 6M | +15.4% | -10.0% | +25.4% | +16.4% |
| YTD | +36.5% | +11.6% | +24.8% | +30.3% |
| 1Y | +39.0% | +11.5% | +27.5% | +32.5% |
| 3Y | +74.3% | +160.7% | -86.4% | +25.8% |
| All | +137.0% | +229.6% | -92.6% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling